+52.1%
QCOM vs TWLO
+261.2%
-209.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.2% |
| 7D | +5.8% | -0.5% | +6.3% | +6.0% |
| 30D | -2.3% | -28.6% | +26.3% | +3.9% |
| 3M | +2.7% | -14.4% | +17.1% | +5.1% |
| 6M | -21.0% | +2.4% | -23.5% | -22.7% |
| YTD | +1.8% | +45.3% | -43.5% | -8.9% |
| 1Y | +2.4% | +61.8% | -59.4% | -10.7% |
| 3Y | +52.1% | +269.0% | -216.9% | -0.4% |
| All | +52.1% | +261.2% | -209.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling